NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	3.101	3.113	0.012	0.4%	3.144
High	3.150	3.136	-0.014	-0.4%	3.196
Low	3.078	3.083	0.005	0.2%	3.097
Close	3.120	3.134	0.014	0.4%	3.106
Range	0.072	0.053	-0.019	-26.4%	0.099
ATR	0.077	0.076	-0.002	-2.2%	0.000
Volume	13,853	15,890	2,037	14.7%	46,948

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.277	3.258	3.163
R3	3.224	3.205	3.149
R2	3.171	3.171	3.144
R1	3.152	3.152	3.139	3.162
PP	3.118	3.118	3.118	3.122
S1	3.099	3.099	3.129	3.109
S2	3.065	3.065	3.124
S3	3.012	3.046	3.119
S4	2.959	2.993	3.105

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.430	3.367	3.160
R3	3.331	3.268	3.133
R2	3.232	3.232	3.124
R1	3.169	3.169	3.115	3.151
PP	3.133	3.133	3.133	3.124
S1	3.070	3.070	3.097	3.052
S2	3.034	3.034	3.088
S3	2.935	2.971	3.079
S4	2.836	2.872	3.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.196	3.078	0.118	3.8%	0.066	2.1%	47%	False	False	11,757
10	3.283	3.078	0.205	6.5%	0.066	2.1%	27%	False	False	11,538
20	3.283	2.969	0.314	10.0%	0.074	2.3%	53%	False	False	11,575
40	3.391	2.969	0.422	13.5%	0.076	2.4%	39%	False	False	9,593
60	3.391	2.927	0.464	14.8%	0.071	2.3%	45%	False	False	8,113
80	3.391	2.927	0.464	14.8%	0.069	2.2%	45%	False	False	7,065

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.361
2.618	3.275
1.618	3.222
1.000	3.189
0.618	3.169
HIGH	3.136
0.618	3.116
0.500	3.110
0.382	3.103
LOW	3.083
0.618	3.050
1.000	3.030
1.618	2.997
2.618	2.944
4.250	2.858

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	3.126	3.136
PP	3.118	3.135
S1	3.110	3.135

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These figures are updated between 7pm and 10pm EST after a trading day.

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